+301.5%
CDW vs CHD
+191.9%
+109.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +9.1% | +0.4% | +8.7% | +9.0% |
| 30D | +13.7% | +11.6% | +2.1% | +11.2% |
| 3M | +27.0% | +10.7% | +16.3% | +24.4% |
| 6M | +75.9% | +20.2% | +55.6% | +69.1% |
| YTD | +28.9% | +34.5% | -5.6% | +20.4% |
| 1Y | +19.6% | +32.6% | -12.9% | +12.1% |
| 3Y | -14.6% | +29.1% | -43.7% | -20.6% |
| 5Y | -3.2% | +31.5% | -34.7% | -11.8% |
| All | +301.5% | +191.9% | +109.6% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling